+59.7%
TEM vs RRC
+18.1%
+41.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.2% | -1.2% | +4.4% | +4.0% |
| 30D | +23.5% | +9.4% | +14.1% | +17.0% |
| 3M | +32.3% | +7.4% | +24.9% | +25.3% |
| 6M | +23.0% | +1.5% | +21.6% | +19.0% |
| YTD | +8.9% | +19.4% | -10.5% | -8.5% |
| 1Y | -19.9% | +24.2% | -44.1% | -36.6% |
| All | +59.7% | +18.1% | +41.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling